Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Dynamic Thin Markets | The Review of Financial Studies |
| 62 | 2015 |
10.3982/ECTA9573 | Econometrica |
| 2012 | |
ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS | Mathematical Finance |
| 13 | 2010 |
Strategic Financial Innovation in Segmented Markets | The Review of Financial Studies |
| 30 | 2009 |
OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS | Mathematical Finance |
| 161 | 2008 |
Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Price impact under heterogeneous beliefs and restricted participation | Journal of Economic Theory |
| 2 | 2024 |
Price Impact Under Heterogeneous Beliefs and Restricted Participation | SSRN Electronic Journal | 2021 | ||
Nash equilibria in optimal reinsurance bargaining | Insurance: Mathematics and Economics |
| 5 | 2020 |
Effective risk aversion in thin risk‐sharing markets | Mathematical Finance |
| 3 | 2020 |
Equilibrium Theory of Financial Markets: Recent Developments | SSRN Electronic Journal | 3 | 2020 |